A New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

Business, Economics, Finance +13

ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*

Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text

Business, Finance, Asset Pricing +16

Introduction to Multivariate Analysis

Jack C. Lee, C. Chatfield, Alexander J. Collins · Technometrics · 1983 · 1.8K citations

Natural Sciences, Data Science, Econometrics +14

Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983–1991

Mark J. Flannery, Sorin M. Sorescu · The Journal of Finance · 1996 · 662 citations

Business, Economics, Finance +11

Tests of significance in factor analysis.

M. S. Bartlett · British Journal of Psychology · 1950 · 541 citations

Social Sciences, Psychology, Measurement Invariance +10